+102.6%
ADM vs SFM
+146.8%
-44.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -7.8% | -10.2% | +2.4% | -6.8% |
| 30D | -12.6% | -23.9% | +11.3% | -10.5% |
| 3M | -8.2% | -42.3% | +34.0% | -3.5% |
| 6M | -8.9% | -40.1% | +31.2% | -4.9% |
| YTD | +24.0% | -37.8% | +61.8% | +28.2% |
| 1Y | +26.2% | -37.1% | +63.2% | +30.2% |
| 3Y | +7.0% | +21.5% | -14.6% | -5.0% |
| 5Y | +24.9% | +103.8% | -78.9% | -0.6% |
| 10Y | +102.6% | +142.0% | -39.3% | +50.8% |
| All | +102.6% | +146.8% | -44.1% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling